Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49304.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45243.03 Kr¶

PnL: ---------------------------------------> 187.03 Kr¶

DD now: ---------------------------------> -7.183 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:40:04.672703'

Anic Portfolio¶

Today¶

Return: -0.833 %¶

This Week¶

Return: 0.003 %¶

Total portfolio value¶

Return including deposits: 61.41 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.190000 1664.460000 195.460000 13.310000 1468.999998
Orrön Energy 180 -0.860000 2183.400000 140.400000 6.870000 2043.000000
Atrium Ljungberg B 5 -0.500000 990.000000 55.000000 5.880000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax B 4 -0.450000 893.200000 39.200000 4.590000 854.000000
Catena 2 -1.050000 830.000000 38.000000 4.800000 792.000000
Hexatronic Group 12 0.170000 1003.440000 36.440000 3.770000 966.999996
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
Sedana Medical 93 -4.260000 2548.200000 27.200000 1.080000 2521.000011
Bilia A 8 0.610000 921.600000 21.600000 2.400000 900.000000
OX2 13 1.570000 969.800000 19.800000 2.080000 949.999999
BioGaia B 8 -0.420000 946.400000 16.400000 1.760000 930.000000
HEXPOL B 9 0.700000 1035.000000 14.000000 1.370000 1020.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.420000 959.640000 3.640000 0.380000 956.000001
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
ASSA ABLOY B 3 -0.770000 773.700000 -5.300000 -0.680000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
SKF B 5 -0.300000 915.500000 -24.500000 -2.610000 940.000000
Addnode Group B 11 -0.850000 894.300000 -26.700000 -2.900000 921.000003
Indutrade 5 -0.420000 1185.000000 -33.000000 -2.710000 1218.000000
Latour B 4 -0.690000 810.400000 -46.600000 -5.440000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
BHG Group 97 -2.110000 1352.180000 -106.820000 -7.320000 1458.999989
Hexagon B 26 -2.310000 3354.000000 -107.000000 -3.090000 3461.000010
TOTAL 45243.030000 187.030000 -7.18327% 45056.000411

Updated:¶

'2023-07-05 11:40:21.421610'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶